+1,031.6%
MU vs TSLL
-62.0%
+1,093.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -21.9% | +4.4% | -13.3% |
| 7D | -29.7% | -28.9% | -0.9% | -24.9% |
| 30D | -37.2% | -21.4% | -15.8% | -34.2% |
| 3M | -26.5% | +5.0% | -31.5% | -27.7% |
| 6M | +2.6% | -36.6% | +39.1% | +9.4% |
| YTD | +130.1% | -56.6% | +186.8% | +158.1% |
| 1Y | +176.7% | -60.9% | +237.6% | +213.3% |
| 3Y | +813.1% | -25.2% | +838.3% | +703.9% |
| All | +1,031.6% | -62.0% | +1,093.6% | +971.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling